Stochastic control based on time-change transformations for stochastic processes with Lévy noise (Q2922886)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic control based on time-change transformations for stochastic processes with Lévy noise
scientific article

    Statements

    Stochastic control based on time-change transformations for stochastic processes with Lévy noise (English)
    0 references
    0 references
    0 references
    15 October 2014
    0 references
    Lévy process
    0 references
    stochastic equation
    0 references
    stochastic control
    0 references
    time-change transformations
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references